| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,709.0 |
2,663.0 |
-46.0 |
-1.7% |
2,691.0 |
| High |
2,724.0 |
2,664.0 |
-60.0 |
-2.2% |
2,734.0 |
| Low |
2,656.0 |
2,583.0 |
-73.0 |
-2.7% |
2,628.0 |
| Close |
2,665.0 |
2,602.0 |
-63.0 |
-2.4% |
2,665.0 |
| Range |
68.0 |
81.0 |
13.0 |
19.1% |
106.0 |
| ATR |
59.9 |
61.5 |
1.6 |
2.6% |
0.0 |
| Volume |
907,329 |
1,417,865 |
510,536 |
56.3% |
4,358,265 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.3 |
2,811.7 |
2,646.6 |
|
| R3 |
2,778.3 |
2,730.7 |
2,624.3 |
|
| R2 |
2,697.3 |
2,697.3 |
2,616.9 |
|
| R1 |
2,649.7 |
2,649.7 |
2,609.4 |
2,633.0 |
| PP |
2,616.3 |
2,616.3 |
2,616.3 |
2,608.0 |
| S1 |
2,568.7 |
2,568.7 |
2,594.6 |
2,552.0 |
| S2 |
2,535.3 |
2,535.3 |
2,587.2 |
|
| S3 |
2,454.3 |
2,487.7 |
2,579.7 |
|
| S4 |
2,373.3 |
2,406.7 |
2,557.5 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.7 |
2,935.3 |
2,723.3 |
|
| R3 |
2,887.7 |
2,829.3 |
2,694.2 |
|
| R2 |
2,781.7 |
2,781.7 |
2,684.4 |
|
| R1 |
2,723.3 |
2,723.3 |
2,674.7 |
2,699.5 |
| PP |
2,675.7 |
2,675.7 |
2,675.7 |
2,663.8 |
| S1 |
2,617.3 |
2,617.3 |
2,655.3 |
2,593.5 |
| S2 |
2,569.7 |
2,569.7 |
2,645.6 |
|
| S3 |
2,463.7 |
2,511.3 |
2,635.9 |
|
| S4 |
2,357.7 |
2,405.3 |
2,606.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,734.0 |
2,583.0 |
151.0 |
5.8% |
69.2 |
2.7% |
13% |
False |
True |
1,043,864 |
| 10 |
2,734.0 |
2,583.0 |
151.0 |
5.8% |
59.8 |
2.3% |
13% |
False |
True |
949,317 |
| 20 |
2,734.0 |
2,493.0 |
241.0 |
9.3% |
59.5 |
2.3% |
45% |
False |
False |
986,905 |
| 40 |
2,734.0 |
2,252.0 |
482.0 |
18.5% |
59.8 |
2.3% |
73% |
False |
False |
1,013,935 |
| 60 |
2,734.0 |
2,252.0 |
482.0 |
18.5% |
58.0 |
2.2% |
73% |
False |
False |
777,945 |
| 80 |
2,734.0 |
2,186.0 |
548.0 |
21.1% |
59.3 |
2.3% |
76% |
False |
False |
584,071 |
| 100 |
2,734.0 |
1,918.0 |
816.0 |
31.4% |
61.5 |
2.4% |
84% |
False |
False |
467,778 |
| 120 |
2,734.0 |
1,693.0 |
1,041.0 |
40.0% |
63.5 |
2.4% |
87% |
False |
False |
391,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,008.3 |
|
2.618 |
2,876.1 |
|
1.618 |
2,795.1 |
|
1.000 |
2,745.0 |
|
0.618 |
2,714.1 |
|
HIGH |
2,664.0 |
|
0.618 |
2,633.1 |
|
0.500 |
2,623.5 |
|
0.382 |
2,613.9 |
|
LOW |
2,583.0 |
|
0.618 |
2,532.9 |
|
1.000 |
2,502.0 |
|
1.618 |
2,451.9 |
|
2.618 |
2,370.9 |
|
4.250 |
2,238.8 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,623.5 |
2,658.5 |
| PP |
2,616.3 |
2,639.7 |
| S1 |
2,609.2 |
2,620.8 |
|